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Vortragsprogramm

Eröffnung und Begrüßung durch die Organisatoren (Do, 13:30-14:00)

Portfolio optimization and performance (Do, 14:00-15:15)

  • Performance of Characteristics-Based Portfolio Choice; Leopold Sögner - IHS
  • Less is more: Granularity of Information, Estimation Errors and Optimal Portfolios; Lukas Salcher - Uni Innsbruck
  • A trip into the Clusterverse; Merlin Bartel - Uni Lichtenstein

Predicting financial markets (Do, 15:40-16:55)

  • Analyzing concentration patterns in experimental asset markets; Thomas Stöckl - MCI Innsbruck
  • Short-term exuberance and long-term stability: A simultaneous optimisation of stock return predictions for short and long horizons; Michael Scholz - Uni Graz
  • Analyst Forecasts and Currency Markets; Florian Mair - WU Wien

Credit risk (Do, 17:20-18:15)

  • Sell or Hold? On the Value of Non Performing Loans and Mandatory Write-Off Rules; Florian Pauer - WU Wien
  • Revisiting the dualism of point-in-time and through-the-cycle default risk models; Bernhard Eder - Uni Innsbruck

Market efficiency (Fr, 09:00-10:20)

  • Mutual Funds' Fire Sales and the Real Economy: Evidence from Hurricanes; Roberto Tubaldi - USI Lugano
  • An analysis of share repurchases; Viktoria Steffen - Uni Graz
  • Insider trading legislation and trader migration; Dominik Schmidt - MCI Innsbruck

Central bank policy and market quality (Fr, 10:45-12:00)

  • An Analysis of Liquidity on the Austrian and German Stock Market; Corinna Uhlenkamp - Uni Graz
  • Regaining monetary policy effectiveness during the Corona-crisis; Sebastian Lang - Uni St. Gallen
  • Regulating Central Bank Digital Currencies: Towards a Conceptual Framework; Simon Hess - Uni Salzburg

Sustainability (Fr, 13:00-14:25)

  • The Potential Capital Requirement for a Minimum Prices Insurance Scheme for Wheat, Maize, and Rape Seed; Thomas Url - WIFO
  • Green Bonds and External Reviews; Tian Luan - Uni Lichtenstein
  • Does Board Effectiveness influence Corporate Social Responsibility?; Hendrik Kimmerle - Uni Lichtenstein

Behavioral insights (Fr, 14:50-16:10)

  • On the (ir)relevance of monetary incentives in risk preference elicitation experiments; Michael Razen - Uni Innsbruck
  • Good decision vs. good results: Outcome bias in the evaluation of financial agents; Christian König-Kersting - Uni Innsbruck
  • To trust, or not to trust? Information Sharing in Trading Networks; Matthias Herrmann - Uni Lichtenstein

Market prices and portfolio performance (Fr, 16:35-17:50)

  • Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix; Wolfgang Schadner - Uni St. Gallen
  • Die Preisuntergrenzen beim Delisting; Patrik Nutz - Uni Wien
  • Relative Entropy and Market Price of Risk during COVID-19; Maria Kosolapova - Uni Bozen

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